Related papers: Adaptive Finite Element Method Assisted by Stochas…
We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…
A new field of numerical astrophysics is introduced which addresses the solution of large, multidimensional structural or slowly-evolving problems (rotating stars, interacting binaries, thick advective accretion disks, four dimensional…
The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…
We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
This is a study of certain finite element methods designed for convection-dominated, time-dependent partial differential equations. Specifically, we analyze high order space-time tensor product finite element discretizations, used in a…
The present paper describes a parallel unstructured-mesh Plasma simulation code based on Finite Volume method. The code dynamically refines and coarses mesh for accurate resolution of the different features regarding the electron density.…
We formulate a data-driven method for constructing finite volume discretizations of a dynamical system's underlying Continuity / Fokker-Planck equation. A method is employed that allows for flexibility in partitioning state space,…
For stochastic systems with discrete time delay, the Fokker-Planck equation (FPE) of the one-time probability density function (PDF) does not provide a complete, self-contained probabilistic description. It explicitly involves the two-time…
While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…
A robust $hp$-adaptive finite element framework is presented for the investigation of static cracks in materials characterized by complex, pointwise density variations. Within such heterogeneous media, the equilibrium equation governed by…
A precise domain triangulation is recognized as indispensable for the accurate numerical approximation of differential operators within collocation methods, leading to a substantial reduction in discretization errors. An efficient finite…
Solutions of stationary Fokker-Planck equations in the narrow beam regime are commonly approximated by either ballistic linear transport or by a Fermi pencil-beam equation. We present a rigorous approximation analysis of these three models…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
The Fokker-Planck equation derived by Brown for the probability density function of the orientation of the magnetic moment of single domain particles is one of the basic equations in the theory of superparamagnetism. Usually this equation…
In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…
We investigate Markov property of rough surfaces. Using stochastic analysis we characterize the complexity of the surface roughness by means of a Fokker-Planck or Langevin equation. The obtained Langevin equation enables us to regenerate…
The aim of this paper is to provide new perspectives on the relative finite elements accuracy. Starting from a geometrical interpretation of the error estimate which can be deduced from Bramble-Hilbert lemma, we derive a probability law…
The optimized expansion is used to formulate a systematic approximation scheme to the probability distribution of a stochastic system. The first order approximation for the one-dimensional system driven by noise in an anharmonic potential…